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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

29399 MSBOCHK@EC2509A

Call / Underlying: 2388 BOC HONG KONG

Disclaimer


The Warrants Calculator enables you to calculate the theoretical value of a warrant and to learn how different factors affect the theoretical value of a warrant. All factors that may affect the actual price of a warrant may not be included in the model. The warrant calculator assumes the warrant is European Style only.

The Warrants Calculator is only intended for the purposes of education and reference and do not constitute an offer, a solicitation of an offer, or any advice or recommendation to conclude or participate in any transaction, or provide any investment advice or service.

Warrants Calculator

Simulated Results

  • Underlying Price
    36.6
  • Underlying Change
    0.00%
  • Delta
    86.01%
  • Warrant Price
    0.650
  • Warrant Change
    0.00%
  • Effective Gearing4.7X
  • Theta
    -0.251%
  • Vega
    0.516%
  •   
Underlying PriceImplied Volatility
40.50%42.75%45.00%47.25%49.50%
36.300.6080.6160.6240.6330.642
36.350.6130.6210.6290.6370.646
36.400.6170.6250.6330.6410.650
36.450.6220.6290.6370.6450.654
36.500.6260.6330.6410.6500.658
36.550.6300.6380.6460.6540.663
36.600.6350.6420.6500.6580.667
36.650.6390.6470.6540.6620.671
36.700.6440.6510.6590.6670.675
36.750.6480.6550.6630.6710.679